RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00285.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1945597105 / rank | |||
Normal rank | |||
Revision as of 23:10, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES |
scientific article |
Statements
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (English)
0 references
22 February 2007
0 references
convex risk measures
0 references
general capital requirement
0 references
risk measures for processes
0 references
dual representation
0 references
credit constraint
0 references
